I used to be able to open a stack of images in Preview and trash them with their thumbnail but not since Mac OS 10.4.

We loved and miss that trick, but we've got a workaround that's almost as good. You can drag the titlebar icon anywhere to create a file alias that will open the original file, or Option-drag the titlebar icon to copy the file itself. Dragging Preview's thumbnails to the Trash still deletes the files, so you can at least weed out the bad eggs that way.